Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 0.379902 0.418401 0.460807 0.511299 0.570194 0.637239 0.720084
2025-05-18 0.322980 0.369857 0.424586 0.494088 0.581315 0.689019 0.835123
2025-05-25 0.282380 0.332294 0.393025 0.473887 0.581193 0.722530 0.929824
2025-06-01 0.260535 0.313891 0.381199 0.474715 0.605399 0.788557 1.079137
2025-06-08 0.248997 0.306604 0.381780 0.490586 0.650617 0.889646 1.302255
2025-06-15 0.235587 0.295200 0.375155 0.494858 0.678731 0.969160 1.510957
2025-06-22 0.221966 0.282114 0.364627 0.491702 0.694293 1.030445 1.703924
2025-06-29 0.210203 0.270531 0.354960 0.488344 0.708384 1.090871 1.912847
2025-07-06 0.196526 0.255232 0.338597 0.472802 0.699945 1.109127 2.038908
2025-07-13 0.190640 0.250604 0.337439 0.480854 0.732357 1.208943 2.384642
2025-07-20 0.184934 0.245787 0.335500 0.487224 0.762364 1.309983 2.778597
2025-07-27 0.177486 0.237901 0.328213 0.483831 0.773705 1.374370 3.104748
2025-08-03 0.171729 0.232438 0.324656 0.487057 0.799343 1.478912 3.623033
2025-08-10 0.162335 0.220935 0.310762 0.470938 0.784684 1.487545 3.833380
2025-08-17 0.153118 0.209275 0.295963 0.452050 0.762248 1.473403 3.958719
2025-08-24 0.148553 0.204597 0.292219 0.452810 0.780623 1.565585 4.567190
2025-08-31 0.147015 0.204529 0.295981 0.467620 0.831014 1.755935 5.801169
2025-09-07 0.143582 0.201257 0.294131 0.471602 0.858073 1.890582 6.953218
2025-09-14 0.139180 0.196214 0.288951 0.468657 0.868773 1.980390 7.991190
2025-09-21 0.135037 0.191403 0.283897 0.465523 0.878613 2.071120 9.206722
2025-09-28 0.129301 0.183764 0.273542 0.451012 0.859009 2.060209 9.648601
2025-10-05 0.127396 0.182348 0.274036 0.458532 0.895209 2.252656 12.305668
2025-10-12 0.125340 0.180581 0.273788 0.464477 0.928427 2.449151 15.794016